Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 27-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
147.70 |
147.76 |
0.06 |
0.0% |
144.29 |
High |
149.00 |
147.82 |
-1.18 |
-0.8% |
149.00 |
Low |
146.91 |
146.03 |
-0.88 |
-0.6% |
143.05 |
Close |
147.94 |
146.49 |
-1.45 |
-1.0% |
147.94 |
Range |
2.09 |
1.79 |
-0.30 |
-14.4% |
5.95 |
ATR |
2.06 |
2.05 |
-0.01 |
-0.5% |
0.00 |
Volume |
781,647 |
603,121 |
-178,526 |
-22.8% |
4,249,709 |
|
Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.15 |
151.11 |
147.47 |
|
R3 |
150.36 |
149.32 |
146.98 |
|
R2 |
148.57 |
148.57 |
146.82 |
|
R1 |
147.53 |
147.53 |
146.65 |
147.16 |
PP |
146.78 |
146.78 |
146.78 |
146.59 |
S1 |
145.74 |
145.74 |
146.33 |
145.37 |
S2 |
144.99 |
144.99 |
146.16 |
|
S3 |
143.20 |
143.95 |
146.00 |
|
S4 |
141.41 |
142.16 |
145.51 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.51 |
162.18 |
151.21 |
|
R3 |
158.56 |
156.23 |
149.58 |
|
R2 |
152.61 |
152.61 |
149.03 |
|
R1 |
150.28 |
150.28 |
148.49 |
151.45 |
PP |
146.66 |
146.66 |
146.66 |
147.25 |
S1 |
144.33 |
144.33 |
147.39 |
145.50 |
S2 |
140.71 |
140.71 |
146.85 |
|
S3 |
134.76 |
138.38 |
146.30 |
|
S4 |
128.81 |
132.43 |
144.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.00 |
143.05 |
5.95 |
4.1% |
2.16 |
1.5% |
58% |
False |
False |
853,217 |
10 |
149.00 |
140.67 |
8.33 |
5.7% |
2.63 |
1.8% |
70% |
False |
False |
949,694 |
20 |
153.36 |
140.67 |
12.69 |
8.7% |
2.06 |
1.4% |
46% |
False |
False |
876,974 |
40 |
155.87 |
140.67 |
15.20 |
10.4% |
1.69 |
1.2% |
38% |
False |
False |
444,923 |
60 |
160.47 |
140.67 |
19.80 |
13.5% |
1.49 |
1.0% |
29% |
False |
False |
297,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.43 |
2.618 |
152.51 |
1.618 |
150.72 |
1.000 |
149.61 |
0.618 |
148.93 |
HIGH |
147.82 |
0.618 |
147.14 |
0.500 |
146.93 |
0.382 |
146.71 |
LOW |
146.03 |
0.618 |
144.92 |
1.000 |
144.24 |
1.618 |
143.13 |
2.618 |
141.34 |
4.250 |
138.42 |
|
|
Fisher Pivots for day following 27-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
146.93 |
146.91 |
PP |
146.78 |
146.77 |
S1 |
146.64 |
146.63 |
|